When exporting a level, you can find that the VBSP phase of the compile process fails and your level does not make it into the game. There are several reasons for this error. But the most common reason for it among Wall Worm users is that the level does not have any world geometry.

Unlike Hammer (where all geometry created in the UI is world geometry), 3ds Max does not know what the purpose of each object in the scene is unless it has been tagged. In order for an object to be considered a Brush (or world geometry) you must tag it as such. For example, if you make a level out of a bunch of Box primitives and export without tagging them as brushes, those objects will not export into the game.

When exporting a level with no brushes, the exported VMF file will not contain the world geometry. This means that if you open that exported VMF in Hammer, the geometry will be missing. Trying to compile a VMF without geometry and entities will lead to VBSP crashing and this message window: "VBSP.exe has stopped working".

For objects that need to export as brushes, select them and click Wall Worm > Wall Worm Level Design > Set Selection as Brush Geometry. Note that if the geometry is composed of multiple brush elements per object, you will need to Wall Worm > Wall Worm Level Design > Set as Concave Brush instead. Then re-export.

Note also that you will need to add entities to properly compile too. Depending on the game, you will need to use info_player_start or other multiplayer start entities relevant to your game. You can set these by opening the Point Entity floater under Wall Worm > Wall Worm Level Design > Point Entities.